Related papers: Martin boundary for some symmetric L\'evy processe…
Consider a symmetrical conflict relationship between the points of a point process. The Mat\'ern type constructions provide a generic way of selecting a subset of this point process which is conflict-free. The simplest one consists in…
In our monograph with B. Roynette and M. Yor, we construct a sigma-finite measure related to penalisations of different stochastic processes, including the Brownian motion in dimension 1 or 2, and a large class of linear diffusions. In the…
In a number of recent papers, the idea of generalized boundaries has found use in fractal and in multiresolution analysis; many of the papers having a focus on specific examples. Parallel with this new insight, and motivated by quantum…
We define the quantile set of order $\alpha \in \left[ 1/2,1\right) $ associated to a law $P$ on $\mathbb{R}^{d}$ to be the collection of its directional quantiles seen from an observer $O\in \mathbb{R}^{d}$. Under minimal assumptions these…
We have simulated the pure gauge compact QED with fixed boundary conditions, on lattices from $6^4$ to $16^4$. We argue that a lattice with this fixed boundary imposition corresponds actually to a lattice with spherical topology. We have…
For a compact Riemannian manifold with boundary, endowed with a magnetic potential $\alpha$, we consider the problem of restoring the metric $g$ and the magnetic potential $\alpha$ from the values of the Ma\~n\'e action potential between…
A $\lambda$-invariant measure of a sub-Markov chain is a left eigenvector of its transition matrix of eigenvalue $\lambda$. In this article, we give an explicit integral representation of the $\lambda$-invariant measures of subcritical…
We study the small-time asymptotics of sample paths of L\'evy processes and L\'evy-type processes. Namely, we investigate under which conditions the limit $$\limsup_{t \to 0} \frac{1}{f(t)} |X_t-X_0|$$ is finite resp.\ infinite with…
In this paper, we consider a compact Riemannian manifold with boundary, endowed with a magnetic potential $\alpha$ and a potential $U$. For brevity, this type of systems are called $\MP$-systems. On simple $\MP$-systems, we consider both…
We obtain the Kato square root estimate for second order elliptic operators in divergence form with mixed boundary conditions on an open and possibly unbounded set in $\mathbb{R}^d$ under two simple geometric conditions: The Dirichlet…
We study the potential theory of a large class of infinite dimensional L\'evy processes, including Brownian motion on abstract Wiener spaces. The key result is the construction of compact Lyapunov functions, i.e. excessive functions with…
This paper concerns the theoretical and numerical analysis of a free boundary problem for the Laplace equation, with a curvature condition on the free boundary. This boundary is described as the graph of a function, and contact angles are…
We consider the asymmetric simple exclusion process in $d\ge 3$ with open boundaries. The particle reservoirs of constant densities are modeled by birth and death processes at the boundary. We prove that, if the initial density and the…
We study invariant random fields of nonlinear multiplicative stochastic heat equations in the weak disorder regime. Under a natural second-moment condition, we show that positive invariant fields are in one-to-one correspondence with…
For an open set $\Om \subset \R^2$ let $\lambda(\Om)$ denote the bottom of the spectrum of the Dirichlet Laplacian acting in $L^2(\Om)$. Let $w_\Om$ be the torsion function for $\Om$, and let $\|.\|_p$ denote the $L^p$ norm. It is shown…
We estimate the heat kernel of the smooth open set for the isotropic unimodal pure-jump L\'evy process with infinite L\'evy measure and weakly scaling L\'evy-Kchintchine exponent.
We study mixing times of the symmetric and asymmetric simple exclusion process on the segment where particles are allowed to enter and exit at the endpoints. We consider different regimes depending on the entering and exiting rates as well…
In this paper we consider non-compact non-flat simply connected harmonic manifolds. In particular, we show that the Martin boundary and Busemann boundary coincide for such manifolds. For any finite volume quotient we show that (up to…
A short proof is given of a necessary and sufficient condition for the normalized occupation measure of a L\'evy process in a metrizable compact group to be asymptotically uniform with probability one.
We will prove that: (1) A symmetric free L\'evy process is unimodal if and only if its free L\'evy measure is unimodal; (2) Every free L\'evy process with boundedly supported L\'evy measure is unimodal in sufficiently large time. (2) is…